+228.7%
KO vs PWR
+1,844.4%
-1,615.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | +3.7% | +11.3% | -7.6% | +2.5% |
| 30D | +8.1% | -8.9% | +17.0% | +8.8% |
| 3M | +14.2% | -10.5% | +24.7% | +14.9% |
| 6M | +25.2% | -22.2% | +47.4% | +27.7% |
| YTD | +44.7% | +42.7% | +2.0% | +34.4% |
| 1Y | +43.4% | +41.1% | +2.2% | +33.1% |
| 3Y | +90.1% | +242.7% | -152.7% | +43.9% |
| 5Y | +103.0% | +418.5% | -315.6% | +36.4% |
| All | +228.7% | +1,844.4% | -1,615.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling